2.3MLFeb 24, 2023
Statistical Analysis of Karcher Means for Random Restricted PSD MatricesHengchao Chen, Xiang Li, Qiang Sun · pku
Non-asymptotic statistical analysis is often missing for modern geometry-aware machine learning algorithms due to the possibly intricate non-linear manifold structure. This paper studies an intrinsic mean model on the manifold of restricted positive semi-definite matrices and provides a non-asymptotic statistical analysis of the Karcher mean. We also consider a general extrinsic signal-plus-noise model, under which a deterministic error bound of the Karcher mean is provided. As an application, we show that the distributed principal component analysis algorithm, LRC-dPCA, achieves the same performance as the full sample PCA algorithm. Numerical experiments lend strong support to our theories.
6.6LGJan 30, 2023
Quadratic Matrix Factorization with Applications to Manifold LearningZheng Zhai, Hengchao Chen, Qiang Sun
Matrix factorization is a popular framework for modeling low-rank data matrices. Motivated by manifold learning problems, this paper proposes a quadratic matrix factorization (QMF) framework to learn the curved manifold on which the dataset lies. Unlike local linear methods such as the local principal component analysis, QMF can better exploit the curved structure of the underlying manifold. Algorithmically, we propose an alternating minimization algorithm to optimize QMF and establish its theoretical convergence properties. Moreover, to avoid possible over-fitting, we then propose a regularized QMF algorithm and discuss how to tune its regularization parameter. Finally, we elaborate how to apply the regularized QMF to manifold learning problems. Experiments on a synthetic manifold learning dataset and two real datasets, including the MNIST handwritten dataset and a cryogenic electron microscopy dataset, demonstrate the superiority of the proposed method over its competitors.